In Harry Potter and the Deathly Hallows, when Voldemort tries to kill Harry and Harry travel to the Deathly hallows ie. Kings Cross Station and he later comes back. There it has been mentioned that Voldemort had also fallen down and Bellatrix tried to support him to stand up as if she has some affection towards him.

“My Lord . . . my Lord . . . ”

It was Bellatrix’s voice, and she spoke as if to a lover.

Is it true that Bellatrix Lestrange had some affection towards Voldemort?

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There are plenty of instances in the books of Bellatrix showing extreme affection for Voldemort. It's portrayed as an obsessive, unhealthy relationship, especially because he never returns her feelings. Nonetheless, she was definitely in love with him, as confirmed in by J.K. Rowling herself:

Did Bellatrix ever love her husband, or did she have love only for Voldemort?

She took a pureblood husband, because that was what was expected of her, but her true love was always Voldemort.